Fagerhult Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.44% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8900 | 28.08 | |
| 0.1723 | 19.19 | |
| 0.6400 | 67.53 | |
| 0.0116 | 0.73 |
Estimation Period:
May 13, 1997 to Feb 6, 2026
May 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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